+486.7%
GS vs TFC
+90.2%
+396.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.2% |
| 7D | -3.2% | +1.2% | -4.4% | -3.9% |
| 30D | -2.4% | +8.3% | -10.7% | -7.2% |
| 3M | -15.7% | -5.2% | -10.6% | -13.0% |
| 6M | -6.8% | -0.8% | -6.0% | -6.9% |
| YTD | -0.1% | +3.4% | -3.5% | -2.7% |
| 1Y | +12.1% | +17.0% | -4.9% | +0.9% |
| 3Y | +185.8% | +86.2% | +99.6% | +92.6% |
| 5Y | +140.1% | -2.3% | +142.4% | +132.1% |
| All | +486.7% | +90.2% | +396.5% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling